As mentioned earlier, our method can be viewed as a multivariate
generalization of the piecewise linear locally adaptive regression
spline estimator of [1]} (see also
[2]}, [3]}, [4]}). There are other ways of generalizing the
piecewise linear locally adaptive regression splines estimator to the
multivariate setting as well (see, e.g., [5]}, [6]} for some recent work).
